quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Quickfix csharp odbc log

[Korcan A. <kor...@ho...>]

Seeing a post about a bug and work around help me a lot . I moved the odbc log definition to the [DEFAULT] section and exceptions occured during usage of both OdbcLog and Filelog (FileLogPath not found) errors disappeared. I think there is a regression issue...


"
There is a bug in the current version that is fixed in CVS.  The workaround with 1.12.4 is to define the log path in the global section as it does not pick it up correctly from the session section.
--oren

"
Thanks
Regards.


> From: kor...@ho...
> To: qui...@li...
> Date: Fri, 11 Jun 2010 13:22:26 +0000
> Subject: [Quickfix-developers] Quickfix csharp odbc log
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
 		 	   		  
_________________________________________________________________
Your E-mail and More On-the-Go. Get Windows Live Hotmail Free.
https://signup.live.com/signup.aspx?id=60969

[Quickfix-developers] Quickfix csharp odbc log

[Korcan A. <kor...@ho...>]

Hi,
I have downloaded quickfix-1.13.3 and try to use odbc setup.
My sample code is below:
Application application = new Application();
OdbcStoreFactory storeFactory = new OdbcStoreFactory(settings);
                //ScreenLogFactory logFactory = new ScreenLogFactory(settings);
                OdbcLogFactory logFactory = new OdbcLogFactory(settings);
                MessageFactory messageFactory = new DefaultMessageFactory();
                initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);
initiator.start();



SockectInitiator throws an ecxception saying "QuickFix.ConfigError: Configuration failed: [Microsoft][ODBC SQL Server Driver][Shared Memory]SQL Server does not exist or access denied."


I digged into c++ code and print the connection string 
odbcConnection.h : connectionString[DATABASE=quickfix;DRIVER={SQLServer};SERVER=(local);]

this is the default one but not the one I have configured in the settings file.


I commented odbclog and use secreenlog keeping odbcstore then it worked. I have seen the session logging in db.


I tried with the C++ version modifying executor and faced with same behaviour plus this time I saw some exceptions ("Access is denied") in the log when using odbclog. I have pasted output window below.


I am using windows, visual studio 2008 .net 3.5 sp1


conf:
...
  PersistMessages=Y                         
  OdbcStoreUser=sa                          
  OdbcStoreConnectionString=DSN=FixDataStore
  #Logging ODBC
  OdbcLogUser=sa                           
  OdbcLogConnectionString=DSN=FixDataStore



Regards.





output:
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\ntdll.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\kernel32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\sysfer.dll', Binary was not built with debug information.
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\ws2_32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\advapi32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\rpcrt4.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\secur32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msvcrt.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\ws2help.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\odbc32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\comctl32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\gdi32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\user32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\comdlg32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\shell32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\shlwapi.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\ole32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\oleaut32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC90.DebugCRT_1fc8b3b9a1e18e3b_9.0.30729.4148_x-ww_5d84dd2f\msvcp90d.dll', Symbols loaded.
'executor_cpp.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.VC90.DebugCRT_1fc8b3b9a1e18e3b_9.0.30729.4148_x-ww_5d84dd2f\msvcr90d.dll', Symbols loaded.
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\imm32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\WinSxS\x86_Microsoft.Windows.Common-Controls_6595b64144ccf1df_6.0.2600.5512_x-ww_35d4ce83\comctl32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\odbcint.dll', Binary was not built with debug information.
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\odbctrac.dll'
First-chance exception at 0x7c812afb in executor_cpp.exe: Microsoft C++ exception: FIX::ConfigError at memory location 0x0012f5ec..
First-chance exception at 0x7c812afb in executor_cpp.exe: Microsoft C++ exception: FIX::ConfigError at memory location 0x0012f5ec..
First-chance exception at 0x7c812afb in executor_cpp.exe: Microsoft C++ exception: FIX::ConfigError at memory location 0x0012f5ec..
First-chance exception at 0x7c809f52 in executor_cpp.exe: 0xC0000005: Access violation reading location 0x00000003.
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\sqlsrv32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\netapi32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\sqlunirl.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\winspool.drv'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\version.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\nddeapi.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\sqlsrv32.rll', Binary was not built with debug information.
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\odbccp32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\dbnetlib.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\wsock32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\security.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msapsspc.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msvcrt40.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\msapsspc.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\msvcrt40.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\schannel.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\crypt32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msasn1.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\userenv.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\schannel.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\userenv.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\crypt32.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\msasn1.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\digest.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\digest.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msnsspc.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msvcrt40.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\msnsspc.dll'
'executor_cpp.exe': Unloaded 'C:\WINDOWS\system32\msvcrt40.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msv1_0.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\cryptdll.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\iphlpapi.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\ntdsapi.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\dnsapi.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\wldap32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\crypt32.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\msasn1.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\dbnmpntw.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\mswsock.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\hnetcfg.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\wshtcpip.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\winrnr.dll'
'executor_cpp.exe': Loaded 'C:\Program Files\Bonjour\mdnsNSP.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\rasadhlp.dll'
'executor_cpp.exe': Loaded 'C:\WINDOWS\system32\dbmsrpcn.dll'
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: 0x00000005: Access is denied.
First-chance exception at 0x7c812afb in executor_cpp.exe: Microsoft C++ exception: FIX::ConfigError at memory location 0x0012f34c..
The thread 'Win32 Thread' (0xf2c) has exited with code 1 (0x1).
The program '[6084] executor_cpp.exe: Native' has exited with code 1 (0x1).





 		 	   		  
_________________________________________________________________
Your E-mail and More On-the-Go. Get Windows Live Hotmail Free.
https://signup.live.com/signup.aspx?id=60969

Re: [Quickfix-developers] add key-value record into Dictionary class

[<or...@qu...>]

This is actually probably the only way to really do this.  QuickFIX
isn't really designed right now to handle modified settings, so the API
reflects that.   Your way will work, however just because you change a
setting does not mean it will be picked up after starting the engine. 
If you do this, make sure you make your changed before starting the
engine if you are changing engine settings.  If these are your own
settings then it shouldn't be a problem.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] add key-value record into Dictionary
> class
> From: Mikhail Yakubovich <mik...@fx...>
> Date: Mon, June 07, 2010 11:18 am
> To: "qui...@li..."
> <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hello, everybody.
> I got stuck on an easy task. What I want to do is just to add a single key-value pair to my FIX::Dictionary class. SessionSettings::get() method could return me the Dictionary, but the problem is that is returns const value, which doesn’t allow me to modify the Dictionary class. The only approach I see now (the horrible one) is, because it is possible to set new Dictionary in SessionSettions class SessionSettings::set(). Is to create an empty Dictionary, copy all records from the current one ( SessionSettings::get() ) and then set the new ( SessionSettings::set() ). More likely I just missed some API. Thank you.
> 
> add key-value record into Dictionary class<hr>------------------------------------------------------------------------------
> ThinkGeek and WIRED's GeekDad team up for the Ultimate 
> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the 
> lucky parental unit.  See the prize list and enter to win: 
> http://p.sf.net/sfu/thinkgeek-promo<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] FIX::TransactTime

[<or...@qu...>]

You can store it in a datetime if you like.  getTimeT() will get you a
time_t value.  If you really only need it for recovery than a string is
fine also.  Really if you are canceling a previous order I would just
store the entire order as a string.  That way you know you will have
everything you need.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] FIX::TransactTime
> From: Joaquín_Gracia <j.g...@ra...>
> Date: Mon, June 07, 2010 1:15 am
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi all,
> 
> I need to store TransactTime field (fix 4.2) in a SQL table record  
> and, of course, being able to recover it.
> 
> What datatype should I use in SQL? Do I have to use datetime? In that  
> case, how do I convert FIX::TransactTime to CTime in C++?
> 
> Do I need to "remember" transactTime at all to cancel a previous order  
> (it seems to me that OrderCncelRequest does need this argument) ?
> 
> Thank you.
> 
> Joaquín Gracia.
> 
> 
> 
> 
> 
> ------------------------------------------------------------------------------
> ThinkGeek and WIRED's GeekDad team up for the Ultimate 
> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the 
> lucky parental unit.  See the prize list and enter to win: 
> http://p.sf.net/sfu/thinkgeek-promo
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Conditionally Required Field Missing (35)

[<or...@qu...>]

Marco,

Does this happen even if your fromApp method is empty?  I'm trying to
determine if the engine itself is causing a problem or your code.  Also
you might want to post this to thie quickfixj mailing list if you
haven't already.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Conditionally Required Field Missing
> (35)
> From: Marco Nicolini <sg...@ya...>
> Date: Tue, June 08, 2010 12:39 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hello, 
> I'm developing a quick app to do some testing, and i've found out that quickfixj sends a business reject message with no apparent (at least to me) reason:
> 
> After my app sends a request for quote, the system i'm testing against sends a 35=b and a 35=S (quote) messages:
> 
> 8=FIX.4.2#9=325#35=b#34=109#49=RCBVIE#52=20100608-17:05:06.305#56=CATSOS#122=20100608-17:05:06.305#128=2123#129=catsos#145=RCBVIE#131=12760167506290#117=12760167506290#297=100#296=1#302=1#311=XXX#304=1#295=1#299=1#55=catsos#48=DE000HV5BU04#22=4#167=OPT#200=201102#205=24#201=1#202=75.000000#206=S#231=10.000000#107=this and that#10=003#
> 
> 8=FIX.4.2#9=325#35=S#34=110#49=RCBVIE#52=20100608-17:05:06.309#56=CATSOS#122=20100608-17:05:06.309#128=2123#129=catsos#145=RCBVIE#22=4#48=DE000HV5BU04#55=catsos#107=this and that#117=12760167506290#131=12760167506290#132=100.000000#133=101.000000#134=200#135=200#167=OPT#200=201102#201=1#202=75.000000#205=24#206=S#231=10.000000#10=165#
> 
> And those are the rejects sent out by quickfixj:
> 8=FIX.4.2#9=120#35=j#34=80#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=109#58=Conditionally Required Field Missing (35)#372=b#380=5#10=194#
> 
> 8=FIX.4.2#9=120#35=j#34=81#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=110#58=Conditionally Required Field Missing (35)#372=S#380=5#10=172#
> 
> I don't receive the messages in the fromApp method and reviewing the source of Session.java i see that 35 (the number appended to the reject reason) is really the field quickfix think to be missing (which i do believe instead to be it's present see the dump above).
> 
> I'm using the following config regarding validation:
>   DataDictionary=FIX42.xml
>   UseDataDictionary=Y
>   ValidateUserDefinedFields=N
>   AllowUnknownMsgFields=Y
>   CheckLatency=N
>   ValidateFieldsOutOfOrder=N
> 
> but trying with UseDataDictionary=N has no effect whatsoever. 
> Anyone has an idea of what might be going on? 
> 
> Regards,
> Marcello
> 
> 
> 
> 
>       
> 
> ------------------------------------------------------------------------------
> ThinkGeek and WIRED's GeekDad team up for the Ultimate 
> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the 
> lucky parental unit.  See the prize list and enter to win: 
> http://p.sf.net/sfu/thinkgeek-promo
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] FIX::TransactTime

[Joaquín G. <j.g...@ra...>]

Thank you, that works.

I was trying to convert it to number, I don't know why I had not tried  
to convert it to string.

I fact, what I did is just:

std::string strTime = transTime.getString();

being transTime a FIX:TransactTime parameter of the function. message  
is not in the scope of this function.

Thanks again!

Bye.



El 07/06/2010, a las 14:56, George Tsafas escribió:

I convert transacttime to sql format as follows

    FIX::TransactTime TRANSACTTIME;
    if (message.isSetField(TRANSACTTIME)) {
	fTransactTime = message.getField(TRANSACTTIME) .getString();
	std::string FixedDate = "";
	FixedDate = fTransactTime;
	FixedDate.insert(4,"-");
	FixedDate.insert(7,"-");
	FixedDate.replace(10,1," ");
	fTransactTime = FixedDate;
    }

There is probably a better way but for my use this is sufficient.

Thanks,
George Tsafas
Rosenblatt Securities


-----Original Message-----
From: Joaquín Gracia [mailto:j.g...@ra...]
Sent: Monday, June 07, 2010 2:16 AM
To: qui...@li...
Subject: [Quickfix-developers] FIX::TransactTime

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all,

I need to store TransactTime field (fix 4.2) in a SQL table record
and, of course, being able to recover it.

What datatype should I use in SQL? Do I have to use datetime? In that
case, how do I convert FIX::TransactTime to CTime in C++?

Do I need to "remember" transactTime at all to cancel a previous order
(it seems to me that OrderCncelRequest does need this argument) ?

Thank you.

Joaquín Gracia.





------------------------------------------------------------------------------
ThinkGeek and WIRED's GeekDad team up for the Ultimate
GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
lucky parental unit.  See the prize list and enter to win:
http://p.sf.net/sfu/thinkgeek-promo
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Conditionally Required Field Missing (35)

[Marco N. <sg...@ya...>]

Hello, 
I'm developing a quick app to do some testing, and i've found out that quickfixj sends a business reject message with no apparent (at least to me) reason:

After my app sends a request for quote, the system i'm testing against sends a 35=b and a 35=S (quote) messages:

8=FIX.4.2#9=325#35=b#34=109#49=RCBVIE#52=20100608-17:05:06.305#56=CATSOS#122=20100608-17:05:06.305#128=2123#129=catsos#145=RCBVIE#131=12760167506290#117=12760167506290#297=100#296=1#302=1#311=XXX#304=1#295=1#299=1#55=catsos#48=DE000HV5BU04#22=4#167=OPT#200=201102#205=24#201=1#202=75.000000#206=S#231=10.000000#107=this and that#10=003#

8=FIX.4.2#9=325#35=S#34=110#49=RCBVIE#52=20100608-17:05:06.309#56=CATSOS#122=20100608-17:05:06.309#128=2123#129=catsos#145=RCBVIE#22=4#48=DE000HV5BU04#55=catsos#107=this and that#117=12760167506290#131=12760167506290#132=100.000000#133=101.000000#134=200#135=200#167=OPT#200=201102#201=1#202=75.000000#205=24#206=S#231=10.000000#10=165#

And those are the rejects sent out by quickfixj:
8=FIX.4.2#9=120#35=j#34=80#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=109#58=Conditionally Required Field Missing (35)#372=b#380=5#10=194#

8=FIX.4.2#9=120#35=j#34=81#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=110#58=Conditionally Required Field Missing (35)#372=S#380=5#10=172#

I don't receive the messages in the fromApp method and reviewing the source of Session.java i see that 35 (the number appended to the reject reason) is really the field quickfix think to be missing (which i do believe instead to be it's present see the dump above).

I'm using the following config regarding validation:
  DataDictionary=FIX42.xml
  UseDataDictionary=Y
  ValidateUserDefinedFields=N
  AllowUnknownMsgFields=Y
  CheckLatency=N
  ValidateFieldsOutOfOrder=N

but trying with UseDataDictionary=N has no effect whatsoever. 
Anyone has an idea of what might be going on? 

Regards,
Marcello




      

[Quickfix-developers] add key-value record into Dictionary class

[Mikhail Y. <mik...@fx...>]

Hello, everybody.
I got stuck on an easy task. What I want to do is just to add a single key-value pair to my FIX::Dictionary class. SessionSettings::get() method could return me the Dictionary, but the problem is that is returns const value, which doesn’t allow me to modify the Dictionary class. The only approach I see now (the horrible one) is, because it is possible to set new Dictionary in SessionSettions class SessionSettings::set(). Is to create an empty Dictionary, copy all records from the current one ( SessionSettings::get() ) and then set the new ( SessionSettings::set() ). More likely I just missed some API. Thank you.

add key-value record into Dictionary class

Re: [Quickfix-developers] FIX::TransactTime

[George T. <GT...@rb...>]

I convert transacttime to sql format as follows

    FIX::TransactTime TRANSACTTIME;
    if (message.isSetField(TRANSACTTIME)) {
	fTransactTime = message.getField(TRANSACTTIME) .getString();
	std::string FixedDate = "";
	FixedDate = fTransactTime;
	FixedDate.insert(4,"-");
	FixedDate.insert(7,"-");
	FixedDate.replace(10,1," ");
	fTransactTime = FixedDate;
    }

There is probably a better way but for my use this is sufficient.

Thanks,
George Tsafas
Rosenblatt Securities


-----Original Message-----
From: Joaquín Gracia [mailto:j.g...@ra...] 
Sent: Monday, June 07, 2010 2:16 AM
To: qui...@li...
Subject: [Quickfix-developers] FIX::TransactTime

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi all,

I need to store TransactTime field (fix 4.2) in a SQL table record  
and, of course, being able to recover it.

What datatype should I use in SQL? Do I have to use datetime? In that  
case, how do I convert FIX::TransactTime to CTime in C++?

Do I need to "remember" transactTime at all to cancel a previous order  
(it seems to me that OrderCncelRequest does need this argument) ?

Thank you.

Joaquín Gracia.





------------------------------------------------------------------------------
ThinkGeek and WIRED's GeekDad team up for the Ultimate 
GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the 
lucky parental unit.  See the prize list and enter to win: 
http://p.sf.net/sfu/thinkgeek-promo
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] FIX::TransactTime

[Joaquín G. <j.g...@ra...>]

Hi all,

I need to store TransactTime field (fix 4.2) in a SQL table record  
and, of course, being able to recover it.

What datatype should I use in SQL? Do I have to use datetime? In that  
case, how do I convert FIX::TransactTime to CTime in C++?

Do I need to "remember" transactTime at all to cancel a previous order  
(it seems to me that OrderCncelRequest does need this argument) ?

Thank you.

Joaquín Gracia.

[Quickfix-developers] Multiple Sessions and latest version of QuickFix

[Andrew C. <And...@tw...>]

In 1.12.4 we had .cfg files that looked something like the below - using the
latest version of QuickFix there is an error in the configuration
initialization stating that 

 

"Configuration failed: LogonTime must be between StartTime and EndTime"

 

Is there a new way to do what we want here - Daily session, no weekends?

Are we just missing some new configuration file parameter?

 

Thanks in advance

 

 

[DEFAULT]

ConnectionType=initiator

SocketConnectPort=XXXXX

SocketConnectHost=YYYYY

SocketReuseAddress=Y

HeartBtInt=10

FileStorePath=<some directory>

FileLogPath=<some directory>

ReconnectInterval=10

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=MONDAY

StartDay=su

StartTime=22:25:00

EndTime=22:00:00

EndDay=mo

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=TUESDAY

StartDay=mo

StartTime=22:25:00

EndTime=22:00:00

EndDay=tu

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=WEDNESDAY

StartDay=tu

StartTime=22:25:00

EndTime=22:00:00

EndDay=we

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=THURSDAY

StartDay=we

StartTime=22:25:00

EndTime=22:00:00

EndDay=th

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=FRIDAY

StartDay=th

StartTime=22:25:00

EndTime=22:00:00

EndDay=fr

 

 

Andrew Culross

TwoFour Systems

445 Hamilton Ave

White Plains, NY 10601

Direct +1 (914) 220-8849 

Main     +1 (914) 220-8800 

Fax       +1 (914) 220-8899 

 <http://www.twofour.com/> www.TwoFour.com 

 

 <http://www.twofour.com/emaildisclaimer.aspx>
http://www.twofour.com/emaildisclaimer.aspx

 

Re: [Quickfix-developers] Gap Fills blocking?

[ekqb <ek...@qu...>]

I am not sure where this was discussed before, but I see the same thing
happen when using a threaded Acceptor with a Synchronized Application. 



Oren Miller wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Actually I wasn't aware of this.  The threaded initiator/acceptor has a
> thread per session, so I'm not sure how one can cause the other to
> block.  I'd be interested in looking into it.  Do you know about when
> this was being discussed?
> 
> --oren
> 
>> -------- Original Message --------
>> Subject: [Quickfix-developers] Gap Fills blocking?
>> From: John Haldi <jh...@ca...>
>> Date: Mon, March 22, 2010 9:56 am
>> To: "qui...@li..."
>> <qui...@li...>
>> 
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Oren,
>> 
>> A long time ago a thread went around this mailing list discussing the
>> Gap Fill process as it relates to the threaded socket initiators and
>> acceptors.  The issue was essentially that QF would block other
>> threads during a Gap Fill request on a session managed by the threaded
>> acceptor.  I believe that at the time somebody had submitted a fix to
>> this issue -- but I can't say with certainty.
>> 
>> Do you happen to know if the 1.13.x build(s) have addressed this
>> issue, or if I should still expect 1.13.x to behave the same way?
>> 
>> [If the above makes sense, please read no further.  If I've lost you,
>> please read on for an example of what I've been seeing...]
>> 
>> Suppose I have a FIX message gateway app (using QF 1.12.4
>> out-of-the-box, pre-built DLLs in .NET) which creates a threaded
>> initiator with a session out to ARCA, and which creates a threaded
>> acceptor with three sessions from Client #1, Client #2 and Client #3.
>> When my gateway gets a message from ARCA, it sends a copy to each
>> Client so that all three clients see each other's order acks+fills.
>> 
>> Now suppose Client #1 and Client #2 connect to their session in the
>> morning, while Client #3 is disconnected.  A message queue builds up
>> in QF (because of the traffic from Clients #1 and #2) waiting for
>> Client #3 to connect.  After lunch Client #3 connects and there are
>> 100,000+ messages waiting to flow from the gateway down to Client #3.
>> While QF performs the Gap Fill of these 100,000+ messages, all message
>> traffic from ARCA is blocked -- sessions for Clients #1 and #2 do not
>> receive messages coming from ARCA, and QF won't respond to ARCA's Test
>> Requests - while the queue'd message are passed down to Client #3.
>> 
>> I'm curious if this was addressed in the latest build(s) or if I
>> should expect the same behavior if I migrate up from 1.12.4.
>> 
>> Many thanks,
>> 
>>  
>> John<hr>------------------------------------------------------------------------------
>> Download Intel&#174; Parallel Studio Eval
>> Try the new software tools for yourself. Speed compiling, find bugs
>> proactively, and fine-tune applications for parallel performance.
>> See why Intel Parallel Studio got high marks during beta.
>> http://p.sf.net/sfu/intel-sw-dev<hr>_______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> ------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 

-- 
View this message in context: http://old.nabble.com/Gap-Fills-blocking--tp27987754p28588981.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] ThreadedSocketAcceptor Query

[Naveed A. <na...@nc...>]

I have two questions.

1
==
I have implemented a FIX server using ThreadedSocketAcceptor. Can anyone
tell me what is the behaviour of Session.SendToTarget method in in this
case?

The sessions are connected on separate threads and admin messages are
sent (automatically like heartbeat, resend req etc) on the same thread
i.e the thread on which a particular session is connected.

But when I send an execution report to a session, using
Session.SendToTarget method, from Application thread. It is not been
sent to the client using its own connecting thread rather it is sent
from Application thread. How can I send the ER to client on its own
connecting thread?



2
==
What if one client does not respond (i.e. disconnected) does this
stalls/hangs the server. Please respond for both cases,  SocketAcceptor
as well as ThreadedSocketAcceptor?


Thanks in advance

[Quickfix-developers] build quickfix for iphone target

[Michael Y. <mik...@fx...>]

I used ‘quickfix’ Make file to make build: libquickfix.dylib - is one should be used on Mac OS. I used XCode to link my project with this library. All is fine when the target is Mac OS (active architecture is x86_64). But there is no success when the target is iPhone Simulator (architecture is i386) or iPhone (architecture - armv6). I have this error: “the lib was build for unsupported file format which is not the architecture being linked (i386).” I think the best approach to solve this problem is to modify ‘quickfix’ Make file, so that it could build the library for the right target (iPhone in my case). The problem is that I am not very familiar with all this building process. I’d be grateful if any could help me with this problem, give advise in what should be changed in make file. 

Re: [Quickfix-developers] Bug with the default section of config files?

[<or...@qu...>]

Which version of the engine?  I believe this was a problem with 1.13.2
which was addressed in 1.13.3.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Bug with the default section of config
> files?
> From: Jonathan Allen <ja...@aa...>
> Date: Thu, April 29, 2010 1:20 am
> To: "qui...@li..."
> <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>It seems like there is a bug in the config file parser. If my first line
> isn't "# default settings for sessions" then it ignores my defaults and
> complains the settings are missing.
> 
>  
> 
> Jonathan Louis Allen
> Software Developer, Team Leader
> D: 858.547.7731
> C: 619.933.8527
> 
> Advisors Asset Management
> 7220 Trade Street
> Suite 310
> San Diego, CA 92121
> www.aam.us.com 
> 
>  
> 
> Advisors Asset Management, Inc. (AAM) is a FINRA/ SIPC member and SEC Registered Investment Advisor.
> INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this message is not the intended recipient, you are notified that any disclosure, distribution or copying is prohibited. Please see http://www.aam.us.com/FISBonds/PublicSite/EmailDisclosures.aspx for additional disclosures.<hr>------------------------------------------------------------------------------<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Bug with the default section of config files?

[Jonathan A. <ja...@aa...>]

It seems like there is a bug in the config file parser. If my first line
isn't "# default settings for sessions" then it ignores my defaults and
complains the settings are missing.

 

Jonathan Louis Allen
Software Developer, Team Leader
D: 858.547.7731
C: 619.933.8527

Advisors Asset Management
7220 Trade Street
Suite 310
San Diego, CA 92121
www.aam.us.com 

 

Advisors Asset Management, Inc. (AAM) is a FINRA/ SIPC member and SEC Registered Investment Advisor.
INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this message is not the intended recipient, you are notified that any disclosure, distribution or copying is prohibited. Please see http://www.aam.us.com/FISBonds/PublicSite/EmailDisclosures.aspx for additional disclosures.

[Quickfix-developers] XML Message Parsing

[Jonathan A. <ja...@aa...>]

How would I take the xml string from Message.ToXML() and convert it back into a message object?
 
Jonathan

Advisors Asset Management, Inc. (AAM) is a FINRA/ SIPC member and SEC Registered Investment Advisor.
INFORMATION REGARDING SECURITIES IS FOR BROKER/DEALER AND REGISTERED ADVISOR USE ONLY - NOT FOR USE WITH THE PUBLIC If the reader of this message is not the intended recipient, you are notified that any disclosure, distribution or copying is prohibited. Please see http://www.aam.us.com/FISBonds/PublicSite/EmailDisclosures.aspx for additional disclosures.

Re: [Quickfix-developers] OpenVMS Port 1.13.2.

[Gerry R. <ge...@sm...>]

The unit and acceptance tests do not run on OpenVMS.  Are there instructions for building the test environment?


-----Original Message-----
From: or...@qu... [mailto:or...@qu...] 
Sent: Monday, March 29, 2010 1:43 PM
To: ge...@sm...
Cc: qui...@li...
Subject: RE: [Quickfix-developers] OpenVMS Port 1.13.2.

Do all of your unit and acceptance tests pass?

> -------- Original Message --------
> Subject: [Quickfix-developers] OpenVMS Port 1.13.2.
> From: "Gerry Robinson" <ge...@sm...>
> Date: Mon, March 29, 2010 12:40 pm
> To: <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am getting the following crash when running.  Doesn't happen when program
> is compiled with debugging on.
> 
>  
> 
> <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Created session)
> 
> <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Connecting to 207.17.44.102 on port 41811)
> 
> <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
> 
>  
> (8=FIX.4.29=7035=A34=1649=SWGRAINRPT52=20100329-17:22:14.00056=REDI98=0108=3
> 010=088)
> 
> <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Initiated logon request)
> 
> <20100329-17:22:16.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
> 
>  
> (8=FIX.4.29=6635=A49=REDI56=SWGRAINRPT34=1752=20100329-17:21:2298=0108=3010=
> 158)
> 
> %CXXL-F-TERMINATE, terminate() or unexpected() called
> 
> %TRACE-F-TRACEBACK, symbolic stack dump follows
> 
>   Image                     module                            routine
> line          rel PC                        abs PC
> 
>  GetGSTrades
> 0              000000000094FF18 000000000094FF18
> 
>  GetGSTrades
> 0              0000000000950024 0000000000950024
> 
>  GetGSTrades  SESSION  verify
> 62344    0000000000067B24 00000000007315E4
> 
>  GetGSTrades  SESSION  nextLogon
> 70365    000000000002C7B0 00000000006F6270
> 
>  GetGSTrades  SESSION  next
> 71490    000000000007CF54 0000000000746A14
> 
>  GetGSTrades  SESSION  next
> 71420    0000000000076130 000000000073FBF0
> 
>  GetGSTrades  SOCKETCONNECTION  readMessages       71217    000000000000B00C
> 000000000065724C
> 
>  GetGSTrades  SOCKETCONNECTION  read                           71107
> 0000000000007A04 0000000000653C44
> 
>  GetGSTrades  SOCKETINITIATOR  onData                             70936
> 000000000000D388 0000000000632388
> 
>  GetGSTrades  SOCKETCONNECTOR  onEvent                     57637
> 00000000000001E4 00000000007E75A4
> 
>  GetGSTrades  SOCKETMONITOR  processReadSet           57789
> 0000000000003A94 000000000075D4B4
> 
>  GetGSTrades  SOCKETMONITOR  block                                 57745
> 00000000000038C0 000000000075D2E0
> 
>  GetGSTrades  SOCKETCONNECTOR  block                            57714
> 0000000000000534 00000000007E78F4
> 
>  GetGSTrades  SOCKETINITIATOR  onStart                            70830
> 000000000000B574 0000000000630574
> 
>  GetGSTrades  INITIATOR  startThread                                   71577
> 00000000000146A8 0000000000672298
> 
>  PTHREAD$RTL
> 0              00000000000576FC FFFFFFFF80A776FC
> 
>  PTHREAD$RTL
> 0              0000000000043800 FFFFFFFF80A63800
> 
>  
> 0              0000000000000000 0000000000000000
> 
>  PTHREAD$RTL                                                 ?
> ?             0              FFFFFFFF8037FCE4 FFFFFFFF8037FCE4
> 
> %TRACE-I-END, end of TRACE stack dump
> 
>  
> 
>  
> 
>  
> 
>  
> 
> Session.lis follows:
> 
>  
> 
>         62340   /// Get direct access to a field through a pointer
> 
>         62341   const FieldBase* const getFieldPtr( int field )
> 
>         62342   const throw( FieldNotFound )
> 
>         62343   {
> 
>         62344     return &getFieldRef( field );
> 
>         62345   }
> 
>         62346
> 
>  
> 
>  
> 
>  
> 
> With debugging on:
> 
>  
> 
> DBG> go
> 
> <20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Created session)
> 
> %DEBUG-I-DYNIMGSET, setting image LIBRTL
> 
> %DEBUG-I-DYNMODSET, setting module LIB$FIND_IMAGE
> 
> %DEBUG-I-DYNLNGSET, setting language BLISS
> 
> <20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Connecting to 207.17.44.102 on port 41811)
> 
> <20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
> 
>  
> (8=FIX.4.29=6935=A34=449=SWGRAINRPT52=20100329-13:02:30.00056=REDI98=0108=30
> 10=037)
> 
> <20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Initiated logon request)
> 
> <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
> 
>  
> (8=FIX.4.29=6535=A49=REDI56=SWGRAINRPT34=352=20100329-13:01:3998=0108=3010=1
> 06)
> 
> <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Received logon response)
> 
> <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (MsgSeqNum too high, expecting 1 but received 3)
> 
> <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
> 
>  
> (8=FIX.4.29=6635=234=549=SWGRAINRPT52=20100329-13:02:33.00056=REDI7=116=010=
> 121)
> 
> <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
> 
>   (Sent ResendRequest FROM: 1 TO: 0)
> 
>  
> 
> Logon - FIX.4.2:SWGRAINRPT->REDI
> 
> <20100329-13:02:34.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
> 
>   (8=FIX.4.29=5835=449=REDI56=SWGRAINRPT34=452=20100329-13:01:4036=410=026)
> 
>  
> 
>  
> 
> Thanks,
> 
>  
> 
> Gerry<hr>------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Ilyas USAL/FR/EUROPE/GROUP est absent.

[<ily...@bn...>]

Je serai absent(e) à partir du  04/15/2010 de retour le 04/19/2010.

Hello,

I will be out of office until Tuesday, April 19.
Implementation requests should be sent to
bpe...@bn... (+33 1 40 14 34 44).

Thanks,
Ilyas




This message and any attachments (the "message") is
intended solely for the addressees and is confidential. 
If you receive this message in error, please delete it and 
immediately notify the sender. Any use not in accord with 
its purpose, any dissemination or disclosure, either whole 
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message. 
BNP PARIBAS (and its subsidiaries) shall (will) not 
therefore be liable for the message if modified. 
Do not print this message unless it is necessary,
consider the environment.

                ---------------------------------------------

Ce message et toutes les pieces jointes (ci-apres le 
"message") sont etablis a l'intention exclusive de ses 
destinataires et sont confidentiels. Si vous recevez ce 
message par erreur, merci de le detruire et d'en avertir 
immediatement l'expediteur. Toute utilisation de ce 
message non conforme a sa destination, toute diffusion 
ou toute publication, totale ou partielle, est interdite, sauf 
autorisation expresse. L'internet ne permettant pas 
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce 
message, dans l'hypothese ou il aurait ete modifie.
N'imprimez ce message que si necessaire,
pensez a l'environnement.

[Quickfix-developers] timestamp issues

[BAUMES, Y. (Prestataire) <yve...@ca...>]

Hi everyone,

Sorry for my previous email in HTML, I resend it in brut text.

I need to have a timestamp for each incomingMessages, as close as
possible to first time we "see" it. I was thinking to get the UTC
timestamp in ThreadedSocketConnection::processStream() and pass it
through the differents calls up to the fromApp() and fromAdm() callback.
Eventually we could generate it right after we have read a fully valid
FIX message from the socket.
 
Before going further in my "implementation", and as I am not used with
quickfix in general, coding rules etc, I would like to know your opinion
on that topic.

Regards

Yves BAUMES

[Quickfix-developers] timestamp issues

[BAUMES, Y. (Prestataire) <yve...@ca...>]

This message and/or any attachments is intended for the sole use of its addressee.
If you are not the addressee, please immediately notify the sender and then destroy the message.
As this message and/or any attachments may have been altered without our knowledge, its content is not legally binding on Crédit Agricole Corporate and Investment Bank.
All rights reserved.

 
Ce message et ses pièces jointes est destiné à l'usage exclusif de son destinataire.
Si vous recevez ce message par erreur, merci d'en aviser immédiatement l'expéditeur et de le détruire ensuite.
Le présent message pouvant être altéré à notre insu, Crédit Agricole Corporate and Investment Bank ne peut pas être engagé par son contenu.
Tous droits réservés.

[Quickfix-developers] how does the Fix engin react when we get out of sequence number

[Pierre El-k. <pi...@al...>]

Hello
How does the quick fix engine react when we do get out of synch
In case the Acceptor expects sequence .number =  20 and initiator  logs on with 1., what I have seen is that the acceptor disconnects without any notice?? And this is problematic
In case the Acceptor expects se.no =  1 and initiator  logs on with 20. Then the acceptor should initiates a gap fill, but what I have seen is that the initiator  sends sequence rest and not answering the acceptor gap fill.
In case the communications is running then the gap fill and reset se.no is ok but on connection we get a problem if we disconnect on getting lower sequence number than expected.
I think there is something messing her regarding to robustness of the protocol??
Best regards

Re: [Quickfix-developers] Quick fix engine queries

[Naveed A. <na...@nc...>]

Query Re-iterated.


-----Original Message-----
From: Naveed Ali [mailto:na...@nc...] 
Sent: Wednesday, October 21, 2009 8:01 PM
To: qui...@li...
Subject: [Quickfix-developers] Quick fix engine queries

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi ,

 

I am using Quickfix .net engine.

What is the underline communication technology Quickfix uses (i/o
completion ports)?

Can you please tell me if I use SocketAcceptor instead of
ThreadedSocketAcceptor is there any kindly of application level issue
that have to face?

What will be the average throughput of the system in both cases?
How many threads will be maintained for two active sessions in either
case?
Actually I want to use Socket Acceptor to avoid threading issues.

You early response will be highly appreciated

------------------------------------------------------------------------
------
Come build with us! The BlackBerry(R) Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and
stay 
ahead of the curve. Join us from November 9 - 12, 2009. Register now!
http://p.sf.net/sfu/devconference
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Message to string preserve SOH

[gtsafas <gt...@rb...>]

This is probably very trivial but I cannot figure out how to take
message.toString(); and preserve the SOH Char.
-- 
View this message in context: http://old.nabble.com/Message-to-string-preserve-SOH-tp28191252p28191252.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++)

[<or...@qu...>]

Yes, that is correct.  If that issue does not affect you then you do not
need to upgrade.

--oren

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] Custom Repeating Group Rejects when
> DataDict=N (C++)
> From: gtsafas <gt...@rb...>
> Date: Fri, April 09, 2010 2:27 am
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I thought the only Issue was it not pulling down from [Default]. Is the work
> around not to just put them under [Session]? I agree I would like to upgrade
> but we are about to go into production in the next few days.
> 
> 
> 
> 
> Oren Miller wrote:
> > 
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > Unfortunately if you will be receiving repeating groups you must have a
> > data dictionary.  That is the only way for QuickFIX to know what fields
> > belong to groups.  Otherwise there is no way to accurately parse the
> > messages as it will not know when a group starts and when it ends.  You
> > can use those settings, however if a custom field has been added to a
> > group it will cause you problems unless it is in your data dictionary. 
> > I would also recommend you use 1.13.3, as earlier versions of 1.13.x
> > have a bug with those settings.
> > 
> > --oren
> > 
> >> -------- Original Message --------
> >> Subject: Re: [Quickfix-developers] Custom Repeating Group Rejects when
> >> DataDict=N (C++)
> >> From: "George Tsafas" <GT...@rb...>
> >> Date: Thu, April 08, 2010 11:16 pm
> >> To: <or...@qu...>
> >> Cc: qui...@li...
> >> 
> >> 
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >> 
> >> I have those changes in my DataDictionary. But I have opted to not use a
> >> DataDictionary so that I do not reject execution reports for bad tag
> >> values. IE one of our sessions sent me 18=H the other day because they
> >> were passed this value. 
> >> 
> >> How do I Allow all values and this repeating group, I read somewhere that
> >> someone said removing all enum's from fields would allow any value. But
> >> wouldnt this leave me open for different tags? Or is that covered by 
> >> 
> >> ValidateFieldsHaveValues=N
> >> ValidateUserDefinedFields=N
> >> ValidateFieldsOutOfOrder=N
> >> 
> >> ?
> >> 
> >> Thank you for your prompt reply Oren.
> >> 
> >> 
> >> -----Original Message-----
> >> From: or...@qu... [mailto:or...@qu...]
> >> Sent: Thu 4/8/2010 9:02 PM
> >> To: George Tsafas
> >> Cc: qui...@li...
> >> Subject: RE: [Quickfix-developers] Custom Repeating Group Rejects when
> >> DataDict=N (C++)
> >>  
> >> Make sure you update your data dictionary file with the same changes.
> >> 
> >> --oren
> >> 
> >> > -------- Original Message --------
> >> > Subject: [Quickfix-developers] Custom Repeating Group Rejects when
> >> > DataDict=N (C++)
> >> > From: gtsafas <gt...@rb...>
> >> > Date: Thu, April 08, 2010 10:44 pm
> >> > To: qui...@li...
> >> > 
> >> > 
> >> > QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >> > 
> >> > 
> >> > I searched through the forums to figure out how to add a custom group.
> >> I am
> >> > mainly using my engine to catch Execution Reports. As I do not want to
> >> > reject any (I.E. Bad Values) I have opted to disable my DataDictionary.
> >> This
> >> > seems to be working fine for everything, except for a custom repeating
> >> > group.
> >> > 
> >> > I modified my fix42/ExecutionReport.h to add the new group, In the
> >> > ExecutionReport.h I first defined my custom tags using the FIX
> >> namespace.
> >> > 
> >> > ---Modified ExectionReport.h---
> >> > 
> >> > namespace FIX{
> >> >     USER_DEFINE_INT(NumCharges,8125);
> >> >     USER_DEFINE_STRING(ChargeName,8126);
> >> >     USER_DEFINE_STRING(ChargeType,8127);
> >> >     USER_DEFINE_STRING(ChargeRate,8128);
> >> >     USER_DEFINE_STRING(ChargeAmount,8129);
> >> > }
> >> > 
> >> > Then inside FIX42 Namespace I added this after NoContraBrokers
> >> > 
> >> >     class GroupCharges: public FIX::Group{
> >> >     public:
> >> >     GroupCharges() :
> >> > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {}
> >> >     FIELD_SET(*this, FIX::ChargeName);
> >> >     FIELD_SET(*this, FIX::ChargeType);
> >> >     FIELD_SET(*this, FIX::ChargeRate);
> >> >     FIELD_SET(*this, FIX::ChargeAmount);
> >> >     };
> >> > 
> >> > ---End ExecutionReport.h---
> >> > 
> >> > 
> >> > Now inside my application I am attempting the following.
> >> > 
> >> > 
> >> > 
> >> > ---Application.cpp---
> >> > 
> >> > //This is inside void Application::onMessage( const
> >> FIX42::ExecutionReport&
> >> > message, const FIX::SessionID& )
> >> > 
> >> > 
> >> >    FIX::NumCharges fNumCharges;
> >> >    if (message.isSetField(fNumCharges)){
> >> > 	 message.getField(fNumCharges);
> >> > 
> >> > 
> >> > 	 FIX42::ExecutionReport::GroupCharges group;
> >> > 	 FIX::ChargeName fChargeName;
> >> > 	 FIX::ChargeType fChargeType;
> >> > 	 FIX::ChargeRate fChargeRate;
> >> > 	 FIX::ChargeAmount fChargeAmount;
> >> > 
> >> > 
> >> > 	 for (int i=0; i<fNumCharges.getValue();i++){
> >> > 
> >> > 	   message.getGroup(i+1,group);
> >> > 	   group.get(fChargeName);
> >> > 	   group.get(fChargeType);
> >> > 	   group.get(fChargeRate);
> >> > 	   group.get(fChargeAmount);
> >> > 
> >> >        }
> >> >    }
> >> > 
> >> > ---End Application.cpp---
> >> > 
> >> > 
> >> > 
> >> > End result is, This rejects due to repeating tag in message. Can
> >> someone
> >> > point out what is wrong with my logic?
> >> > 
> >> > 
> >> > Appreciate it Very Much. Thank You
> >> > 
> >> > -George
> >> > 
> >> > 
> >> > 
> >> > -- 
> >> > View this message in context:
> >> http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html
> >> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >> > 
> >> > 
> >> >
> >> ------------------------------------------------------------------------------
> >> > Download Intel® Parallel Studio Eval
> >> > Try the new software tools for yourself. Speed compiling, find bugs
> >> > proactively, and fine-tune applications for parallel performance.
> >> > See why Intel Parallel Studio got high marks during beta.
> >> > http://p.sf.net/sfu/intel-sw-dev
> >> > _______________________________________________
> >> > Quickfix-developers mailing list
> >> > Qui...@li...
> >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >> 
> >> 
> >> ------------------------------------------------------------------------------
> >> Download Intel&#174; Parallel Studio Eval
> >> Try the new software tools for yourself. Speed compiling, find bugs
> >> proactively, and fine-tune applications for parallel performance.
> >> See why Intel Parallel Studio got high marks during beta.
> >> http://p.sf.net/sfu/intel-sw-dev
> >> _______________________________________________
> >> Quickfix-developers mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> > 
> > ------------------------------------------------------------------------------
> > Download Intel&#174; Parallel Studio Eval
> > Try the new software tools for yourself. Speed compiling, find bugs
> > proactively, and fine-tune applications for parallel performance.
> > See why Intel Parallel Studio got high marks during beta.
> > http://p.sf.net/sfu/intel-sw-dev
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> 
> -- 
> View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28188590.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> 
> 
> ------------------------------------------------------------------------------
> Download Intel&#174; Parallel Studio Eval
> Try the new software tools for yourself. Speed compiling, find bugs
> proactively, and fine-tune applications for parallel performance.
> See why Intel Parallel Studio got high marks during beta.
> http://p.sf.net/sfu/intel-sw-dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers